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Progyny, Inc. Common Stock PGNY

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-11-12T04:00:44.225Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:02.081501229Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T04:00:43.020915+00:00

Share price$36.50
1D+0.4%
AH$35.93$36.08$36.24$36.39$36.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGNY
Sold putSold callAH

Progyny, Inc. Common Stock options

Live interpolated PGNY call and put midpoint premiums by absolute delta.Progyny, Inc. Common Stock$0.26$1.12$1.97$2.83$3.69$26.87$31.08$35.28$39.48$43.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PGNY spot · $36.50PGNY PRICE$0.35$0.47$0.59$0.71$0.83$0.95$1.07$1.19$1.31$1.43$1.55$1.67$0.47$0.47$0.64$0.92$1.20$1.48$1.76$2.04$2.32$2.60$2.88$3.16$3.44
PutsExpensive1.15×
Calls——
Skew——
Implied moveBearish±$2.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.3144.0%8.7%32.5385.0%12.2%
25Δ38.9443.2%8.0%34.2659.6%7.4%
30Δ38.5842.4%7.3%35.2549.0%5.2%
35Δ38.2241.7%6.7%35.6849.5%4.7%
40Δ37.8540.9%6.0%36.1250.0%4.3%
45Δ37.4940.1%5.3%36.5550.4%3.9%
50Δ37.1239.3%4.7%36.9950.9%3.5%
55Δ36.7638.6%4.0%37.4251.4%3.1%
60Δ36.4037.8%3.3%37.8651.9%2.6%
65Δ36.0337.0%2.6%38.2952.3%2.2%
70Δ35.6736.2%2.0%38.7352.8%1.8%
75Δ35.3035.5%1.3%39.1653.3%1.4%
80Δ39.6053.7%0.9%

20Δ

Calls
Pseudo strike
39.31
IV
44.0%
B/E move
8.7%
Puts
Pseudo strike
32.53
IV
85.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
38.94
IV
43.2%
B/E move
8.0%
Puts
Pseudo strike
34.26
IV
59.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
38.58
IV
42.4%
B/E move
7.3%
Puts
Pseudo strike
35.25
IV
49.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
38.22
IV
41.7%
B/E move
6.7%
Puts
Pseudo strike
35.68
IV
49.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
37.85
IV
40.9%
B/E move
6.0%
Puts
Pseudo strike
36.12
IV
50.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
37.49
IV
40.1%
B/E move
5.3%
Puts
Pseudo strike
36.55
IV
50.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
37.12
IV
39.3%
B/E move
4.7%
Puts
Pseudo strike
36.99
IV
50.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
36.76
IV
38.6%
B/E move
4.0%
Puts
Pseudo strike
37.42
IV
51.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
36.40
IV
37.8%
B/E move
3.3%
Puts
Pseudo strike
37.86
IV
51.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
36.03
IV
37.0%
B/E move
2.6%
Puts
Pseudo strike
38.29
IV
52.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
35.67
IV
36.2%
B/E move
2.0%
Puts
Pseudo strike
38.73
IV
52.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
35.30
IV
35.5%
B/E move
1.3%
Puts
Pseudo strike
39.16
IV
53.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.60
IV
53.7%
B/E move
0.9%

Options history

IV · four-Friday blend57.21%
Daily EOD
PGNY50.8%54.8%58.7%2026-10-19: 52.87%2026-10-20: 54.11%2026-10-21: 53.89%2026-10-22: 51.36%2026-10-23: 52.44%2026-10-28: 58.19%2026-10-29: 54.91%2026-10-30: 57.21%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.87%
54.11%
53.89%
51.36%
52.44%
58.19%
54.91%
57.21%